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Inverse problems for random differential equations using the collage method for random contraction mappings

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Author Info
Davide La Torre (University of Milan)
Herb Kunze
Ed Vrscay

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Abstract

Most natural phenomena or the experiments that explore them are subject to small variations in the environment within which they take place. As a result, data gathered from many runs of the same experiment may well show differences that are most suitably accounted for by a model that incorporates some randomness. Differential equations with random coefficients are one such class of useful models. In this paper we consider such equations as random fixed point equations T(w,x(w)) = x(w), where T : \Omega × X \to X is a random integral operator, \Omega is a probability space and X is a complete metric space. We consider the following inverse problem for such equations: given a set of realizations of the fixed point of T (possibly the interpolations of different observational data sets), determine the operator T or the mean value of its random components, as appropriate. We solve the inverse problem for this class of equations by using the collage theorem.

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Publisher Info
Paper provided by Universitá degli Studi di Milano in its series UNIMI - Research Papers in Economics, Business, and Statistics with number 1036.

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Date of creation: 07 Sep 2006
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Handle: RePEc:bep:unimip:1036

Note: oai:cdlib1:unimi-1036
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Keywords: random fixed point equations; random differential equations;

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This page was last updated on 2009-11-21.


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